FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6061	7.54
$α$	0.1997	7.95
$β$	0.4861	8.85
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0590	0.85
$γ_{3}$	-0.1453	-2.22
$γ_{4}$	0.1572	3.29
$γ_{5}$	-0.1228	-3.74
$γ_{6}$	0.0590	2.15
$γ_{7}$	0.0123	0.46
$γ_{8}$	-0.0179	-0.74
$γ_{9}$	-0.0123	-0.72

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Spirax Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.51% (-3.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spirax Group PLC Analyses